+397.5%
CARR vs PDD
+150.4%
+247.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | -1.9% | -3.8% | +1.9% | -1.7% |
| 30D | -1.1% | -2.4% | +1.3% | -1.0% |
| 3M | -13.8% | -12.7% | -1.1% | -13.1% |
| 6M | -16.5% | -20.0% | +3.5% | -15.4% |
| YTD | +4.9% | -30.3% | +35.2% | +7.2% |
| 1Y | -2.7% | -42.4% | +39.7% | +0.6% |
| 3Y | +10.4% | -27.5% | +38.0% | +10.8% |
| 5Y | +7.7% | -14.9% | +22.6% | +1.2% |
| All | +397.5% | +150.4% | +247.1% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling